Edit: Replaced black hole with neutron star, thanks to safesphere for his comment.
We're told that tiny volumes of matter have huge mass in a neutron star. For the sake of argument, if you had a 1cm cube of matter that weighed 1k tonnes and you bought it back to Earth, would the volume still be the same? If that's the case, why can't we create super dense matter in a lab? Or would it just be insanely hot?
A black hole exists as matter is compressed into a singularity. $F = {GMm\over r^2}$
This is because the gravity is so strong that everything is pulled together. Density being defined as the mass per unit volume(or otherwise, the degree of compactness of a substance). Adding mass to a black hole actually decreases its density. This is because a black hole doesn't increase the way a regular ball of matter does. The volume of a sphere is determined by the radius cubed, and so cubing the number two shows us that the volume is now eight times what it was before the mass was doubled. Density is mass divided by the volume. So if the mass of a black hole doubles, the volume grows eightfold what it was before. ${2\over8}=0.25$ So by doubling the mass, the average density of the black hole is decreased $0.25$ units.
I am digressing.
The point is that at a singularity, things are "infinitely" dense regardless of what they weighed before.
